+124.8%
SPOT vs BUD
+51.3%
+73.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.9% |
| 7D | +1.0% | +6.0% | -5.0% | -1.2% |
| 30D | +14.6% | +11.3% | +3.3% | +10.0% |
| 3M | +18.4% | +3.6% | +14.9% | +16.8% |
| 6M | +45.1% | +7.7% | +37.4% | +40.7% |
| YTD | +4.4% | +36.4% | -32.0% | -9.5% |
| 1Y | -2.7% | +37.8% | -40.5% | -16.2% |
| 3Y | +254.6% | +51.2% | +203.3% | +180.4% |
| 5Y | +124.8% | +53.4% | +71.4% | +64.0% |
| All | +124.8% | +51.3% | +73.5% | +64.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded BUD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling